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Elmira Popova

Dr. Elmira Popova graduated with MS in Mathematics from University of Sofia, Bulgaria in 1985, and PhD in Operations Research from Case Western Reserve University, Cleveland, OH in 1995. She joined the University of Texas at Austin in 1995 as an Assistant Professor in the Department of Mechanical Engineering, Graduate Program in Operations Research and Industrial Engineering. In 2008 she was named a Fulbright Scholar and in 1999 she was given the Halliburton/Brown & Root young faculty excellence award in teaching and research. Dr. Popova specializes in stochastic processes, computational Bayesian statistics, and stochastic optimization. She is interested in reliability analysis and design of optimal maintenance strategies for randomly failing systems. Since 2004 she has collaborated with the Risk Management group at South Texas Project Nuclear Operating Company on designing and developing a new risk-informed system for reliability estimation and preventive maintenance scheduling. Dr. Popova spent two years on Wall Street where she worked on developing new high-frequency trading strategies and asset allocations models. Dr. Popova continues to do research in quantitative finance such as statistical-arbitrage trading strategies, equity pricing calculations, and optimal asset allocation decisions. Her research has been funded by NSF, DNDO, NRC, DOE, STPNOC, EPRI, and several other industrial sponsors. Research interests: Stochastic modeling of systems, Reliability modeling and estimation, Computational Bayesian statistics, Risk management, Uncertainty quantification

Selected Publications

  1. Damien P., Galenko A., Popova E., Hanson T., "Bayesian semiparametric analysis for a single item maintenance optimization", European Journal of Operational Research, Vol. 182, (2007), pp. 794-805
  2. Morton D., Popova E., Popova I, " "Efficient fund of hedge funds construction under downside risk measures", Journal of Banking and Finance, Vol. 30, (2006), pp. 503-518
  3. Morton D. and E. Popova, "A Bayesian stochastic programming approach to an employee scheduling problem", IIE Transactions of Operations Engineering, Vol. 36, (2004), pp. 155-167
  4. Chen, T-M , E. Popova, "Bayesian maintenance policies during a warranty period", Communications in Statistics: Stochastic Models, Vol. 16, (2000), 1, pp. 121-142
  5. Popova E., Yu W., Kee E., Sun A., Richards D., Grantom R., "Basic factors to forecast maintenance cost and failure processes for nuclear power plants", Nuclear Engineering and Design, Vol. 236, (2006), pp. 1641-1647

Most Recent Publications

  1. Nanzer J., E. Popova, and R. Rogers, "Real time detection of self-luminous objects using total power and correlation radiometry," IET Signal Processing, (2011)
  2. Galenko, A., Popova, I., Popova, E., "Trading in the presence of cointegration," Journal Of Alternative Investments, (2011)
  3. Balestrassi, P., A. Paiva, E. Popova, A. C. Z. Souza, J. Turrioni, "A multivariate descriptor method for change point detection in nonlinear time series," Journal Of Applied Statistics, Vol. 38, (2011), 2, pp. 327-342
  4. Dimitrov, N., D. P. Michalopoulos, D. P. Morton, M. V. Nehme, F. Pan, E. Popova, E. A. Schneider, and G. G. Thoreson, "Network deployment of radiation detectors with physics-based detection probability calculations," Annals Of Operations Research, Vol. 187, (2010), 1, pp. 207-228
  5. Wang, F. and R. B. Machemehl and E. Popova, "Towards Monte Carlo simulation based mechanistic-empirical prediction of asphalt pavement performance," Journal Of Transportation Engineering, Vol. 136, (2010), 7, pp. 678-688
  6. Popova I., Popova E., "Estimation of performance and execution time effect on high frequency statistical arbitrage strategies," Journal Of Trading, Vol. 5, (2010), 2, pp. 23-30
  7. Koc, A., D. Morton , E. Popova, S. Hess, E. Kee, and D. Richards, "Prioritizing project selection," Engineering Economist, Vol. 54, (2009), 2, pp. 267-297
  8. Zinner, R. G., B. L. Barrett, E. Popova, P. Damien, A. Y. Volgin, J. G. Gelovani, R. Lotan, H. T. Tran, C. Pisano, S. M. Lippman, G. B. Mills, L. Mao, and J. H. Miller, "Algorithmic guided screening of drug combinations of arbitrary size for activity against cancer cells," Molecular Cancer Therapeutics, Vol. 8, (2009), pp. 521-532
  9. P.P. Balestrassi, E. Popova, A.P. Paiva, J.W. Marangon, "Design of Experiments on Neural Network’s Simulation for Nonlinear Time Series Forecasting," Journal Of Neurocomputing, Vol. 72, (2009), pp. 1160-1178
  10. B. Dimova, J. W. Barnes , E. Popova, B. Colletti, "Some additional properties of elementary landscapes," Applied Mathematics Letters, Vol. 22, (2009), 2, pp. 232-235